group
Start 2022-12-22 00:00:00
End 2024-11-20 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 17476.69605
Total Return [%] 74.766961
Max Gross Exposure [%] 119.690534
Total Fees Paid 0.0
Max Drawdown [%] 8.319024
Max Drawdown Duration 101 days 00:00:00
Profit Factor 3.706029
Expectancy 14.029454
Sharpe Ratio 2.294752
Calmar Ratio 6.341125
Omega Ratio 1.398196
Sortino Ratio 3.731782
Skew 0.476495
Kurtosis 3.478653
Tail Ratio 1.139728
Common Sense Ratio 1.740956
Value at Risk -0.014433
Alpha 0.527166
Beta 0.052987
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, EXPD) 82.207149 2022-12-27 103.058972 0.0 2023-01-10 105.140457 0.0 -171.112965 -0.020197 Short Closed
1 1 (entries/exits, EXPD) 77.906424 2023-01-10 105.324186 0.0 2023-02-08 109.500141 0.0 325.333788 0.039649 Long Closed
2 2 (entries/exits, EXPD) 99.181851 2023-02-08 108.040215 0.0 2023-03-21 103.246481 0.0 475.451403 0.044370 Short Closed
3 3 (entries/exits, EXPD) 85.326154 2023-03-21 102.789154 0.0 2023-05-03 113.792215 0.0 938.848885 0.107045 Long Closed
4 4 (entries/exits, EXPD) 90.215024 2023-05-03 113.809329 0.0 2023-05-22 110.948561 0.0 258.084256 0.025136 Short Closed
5 5 (entries/exits, EXPD) 88.972747 2023-05-22 111.012362 0.0 2023-07-11 119.556327 0.0 760.180032 0.076964 Long Closed
6 6 (entries/exits, EXPD) 83.576036 2023-07-11 119.956138 0.0 2023-07-13 118.796814 0.0 96.891708 0.009665 Short Closed
7 7 (entries/exits, EXPD) 85.696913 2023-07-13 118.832407 0.0 2023-08-02 121.390437 0.0 219.215338 0.021526 Long Closed
8 8 (entries/exits, EXPD) 105.061365 2023-08-02 120.053084 0.0 2023-09-01 113.650197 0.0 672.696054 0.053334 Short Closed
9 9 (entries/exits, EXPD) 97.144726 2023-09-01 113.521570 0.0 2023-09-21 110.302120 0.0 -312.752598 -0.028360 Long Closed
10 10 (entries/exits, EXPD) 121.493000 2023-09-21 110.265231 0.0 2023-11-02 110.547223 0.0 -34.260128 -0.002557 Short Closed
11 11 (entries/exits, EXPD) 98.829926 2023-11-02 110.256230 0.0 2024-01-03 124.351660 0.0 1393.050310 0.127842 Long Closed
12 12 (entries/exits, EXPD) 103.825009 2024-01-03 124.673847 0.0 2024-01-29 125.744248 0.0 -111.134434 -0.008586 Short Closed
13 13 (entries/exits, EXPD) 92.592091 2024-01-29 125.760990 0.0 2024-02-13 122.943752 0.0 -260.853963 -0.022402 Long Closed
14 14 (entries/exits, EXPD) 122.428662 2024-02-13 121.155969 0.0 2024-03-19 115.860899 0.0 648.268377 0.043705 Short Closed
15 15 (entries/exits, EXPD) 107.091310 2024-03-19 115.503254 0.0 2024-04-11 116.569649 0.0 114.201571 0.009233 Long Closed
16 16 (entries/exits, EXPD) 118.964662 2024-04-11 115.945334 0.0 2024-05-06 113.340839 0.0 309.842776 0.022463 Short Closed
17 17 (entries/exits, EXPD) 111.320080 2024-05-06 113.540362 0.0 2024-06-10 124.892578 0.0 1263.729637 0.099984 Long Closed
18 18 (entries/exits, EXPD) 112.972694 2024-06-10 125.037215 0.0 2024-06-18 122.940910 0.0 236.825170 0.016765 Short Closed
19 19 (entries/exits, EXPD) 120.202141 2024-06-18 122.700341 0.0 2024-09-23 123.610745 0.0 109.432517 0.007420 Long Closed
20 20 (entries/exits, EXPD) 127.800602 2024-09-23 123.690114 0.0 2024-10-15 120.453120 0.0 413.689864 0.026170 Short Closed
21 21 (entries/exits, EXPD) 116.336966 2024-10-15 119.778091 0.0 2024-10-31 117.478025 0.0 -267.582682 -0.019203 Long Closed
22 22 (entries/exits, EXPD) 128.523632 2024-10-31 117.476607 0.0 2024-11-20 117.546419 0.0 -8.972464 -0.000594 Short Open
23 23 (entries/exits stock two, MCO) 8.332457 2022-12-27 270.019924 0.0 2023-01-10 289.096613 0.0 158.955677 0.070649 Long Closed
24 24 (entries/exits stock two, MCO) 7.918303 2023-01-10 292.615542 0.0 2023-02-08 305.291113 0.0 -100.369022 -0.043318 Short Closed
25 25 (entries/exits stock two, MCO) 9.068848 2023-02-08 300.994684 0.0 2023-03-21 291.155600 0.0 -89.229161 -0.032689 Long Closed
26 26 (entries/exits stock two, MCO) 8.888746 2023-03-21 291.705242 0.0 2023-05-03 294.455465 0.0 -24.446038 -0.009428 Short Closed
27 27 (entries/exits stock two, MCO) 8.598903 2023-05-03 294.452334 0.0 2023-05-22 314.844689 0.0 175.351888 0.069255 Long Closed
28 28 (entries/exits stock two, MCO) 9.129509 2023-05-22 316.679294 0.0 2023-07-11 331.939558 0.0 -139.318721 -0.048188 Short Closed
29 29 (entries/exits stock two, MCO) 7.866899 2023-07-11 333.208374 0.0 2023-07-13 344.203238 0.0 86.495482 0.032997 Long Closed
30 30 (entries/exits stock two, MCO) 8.210244 2023-07-13 344.541382 0.0 2023-08-02 338.077839 0.0 53.067269 0.018760 Short Closed
31 31 (entries/exits stock two, MCO) 9.462158 2023-08-02 336.205616 0.0 2023-09-01 333.704336 0.0 -23.667507 -0.007440 Long Closed
32 32 (entries/exits stock two, MCO) 8.972762 2023-09-01 334.104568 0.0 2023-09-21 320.167670 0.0 125.052460 0.041714 Short Closed
33 33 (entries/exits stock two, MCO) 10.917948 2023-09-21 316.726523 0.0 2023-11-02 320.240154 0.0 38.361647 0.011094 Long Closed
34 34 (entries/exits stock two, MCO) 9.736205 2023-11-02 326.661421 0.0 2024-01-03 367.762665 0.0 -400.170146 -0.125822 Short Closed
35 35 (entries/exits stock two, MCO) 8.594961 2024-01-03 370.343328 0.0 2024-01-29 385.279286 0.0 128.373986 0.040330 Long Closed
36 36 (entries/exits stock two, MCO) 8.237227 2024-01-29 386.354984 0.0 2024-02-13 367.091423 0.0 158.678317 0.049860 Short Closed
37 37 (entries/exits stock two, MCO) 9.611689 2024-02-13 365.772131 0.0 2024-03-19 382.278473 0.0 158.653825 0.045127 Long Closed
38 38 (entries/exits stock two, MCO) 8.955190 2024-03-19 382.987208 0.0 2024-04-11 379.783818 0.0 28.686965 0.008364 Short Closed
39 39 (entries/exits stock two, MCO) 9.230364 2024-04-11 378.399364 0.0 2024-05-06 382.753649 0.0 40.191631 0.011507 Long Closed
40 40 (entries/exits stock two, MCO) 9.701907 2024-05-06 385.225139 0.0 2024-06-10 398.414510 0.0 -127.962050 -0.034238 Short Closed
41 41 (entries/exits stock two, MCO) 9.096603 2024-06-10 398.330334 0.0 2024-06-18 415.976293 0.0 160.518289 0.044300 Long Closed
42 42 (entries/exits stock two, MCO) 10.988297 2024-06-18 422.474425 0.0 2024-09-23 466.256445 0.0 -481.089835 -0.103632 Short Closed
43 43 (entries/exits stock two, MCO) 8.281247 2024-09-23 474.223783 0.0 2024-10-15 482.435117 0.0 68.000091 0.017315 Long Closed
44 44 (entries/exits stock two, MCO) 8.107872 2024-10-15 482.103541 0.0 2024-10-31 451.261316 0.0 250.064810 0.063974 Short Closed
45 45 (entries/exits stock two, MCO) 8.568667 2024-10-31 451.663871 0.0 2024-11-20 470.736119 0.0 163.423742 0.042227 Long Open
group
Start 2023-05-18 00:00:00
End 2025-04-17 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 15061.212635
Total Return [%] 50.612126
Max Gross Exposure [%] 123.902082
Total Fees Paid 0.0
Max Drawdown [%] 9.104498
Max Drawdown Duration 101 days 00:00:00
Profit Factor 2.417556
Expectancy 8.61282
Sharpe Ratio 1.643749
Calmar Ratio 4.003272
Omega Ratio 1.276183
Sortino Ratio 2.617068
Skew 0.592371
Kurtosis 5.296937
Tail Ratio 1.147013
Common Sense Ratio 1.565073
Value at Risk -0.014827
Alpha 0.442081
Beta -0.160417
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, EXPD) 76.323476 2023-05-22 111.007245 0.0 2023-07-11 119.599739 0.0 655.809002 0.077405 Long Closed
1 1 (entries/exits, EXPD) 72.220638 2023-07-11 119.956241 0.0 2023-07-13 118.796814 0.0 83.734572 0.009665 Short Closed
2 2 (entries/exits, EXPD) 73.978605 2023-07-13 118.828470 0.0 2023-08-02 121.390604 0.0 189.543120 0.021562 Long Closed
3 3 (entries/exits, EXPD) 91.104681 2023-08-02 120.031749 0.0 2023-09-01 113.649812 0.0 581.424371 0.053169 Short Closed
4 4 (entries/exits, EXPD) 83.910399 2023-09-01 113.522361 0.0 2023-09-21 110.295351 0.0 -270.779695 -0.028426 Long Closed
5 5 (entries/exits, EXPD) 105.528287 2023-09-21 110.266782 0.0 2023-11-02 110.551957 0.0 -30.094042 -0.002586 Short Closed
6 6 (entries/exits, EXPD) 85.194005 2023-11-02 110.235180 0.0 2024-01-03 124.410599 0.0 1207.660710 0.128593 Long Closed
7 7 (entries/exits, EXPD) 90.350453 2024-01-03 124.670593 0.0 2024-01-29 125.742463 0.0 -96.844001 -0.008598 Short Closed
8 8 (entries/exits, EXPD) 80.245540 2024-01-29 125.763788 0.0 2024-02-13 122.940131 0.0 -226.585848 -0.022452 Long Closed
9 9 (entries/exits, EXPD) 106.452138 2024-02-13 121.137154 0.0 2024-03-19 115.867921 0.0 560.921211 0.043498 Short Closed
10 10 (entries/exits, EXPD) 92.523317 2024-03-19 115.499996 0.0 2024-04-11 116.565648 0.0 98.597708 0.009226 Long Closed
11 11 (entries/exits, EXPD) 103.309041 2024-04-11 115.937977 0.0 2024-05-06 113.339000 0.0 268.497814 0.022417 Short Closed
12 12 (entries/exits, EXPD) 96.319973 2024-05-06 113.532903 0.0 2024-06-10 124.925065 0.0 1097.292743 0.100342 Long Closed
13 13 (entries/exits, EXPD) 98.333720 2024-06-10 125.034852 0.0 2024-06-18 122.941160 0.0 205.880482 0.016745 Short Closed
14 14 (entries/exits, EXPD) 103.567347 2024-06-18 122.724894 0.0 2024-09-23 123.641357 0.0 94.915601 0.007468 Long Closed
15 15 (entries/exits, EXPD) 111.750689 2024-09-23 123.686292 0.0 2024-10-15 120.460113 0.0 360.527761 0.026084 Short Closed
16 16 (entries/exits, EXPD) 101.298756 2024-10-15 119.780299 0.0 2024-10-31 117.478011 0.0 -233.218874 -0.019221 Long Closed
17 17 (entries/exits, EXPD) 111.995877 2024-10-31 117.476259 0.0 2024-11-25 120.627143 0.0 -352.886033 -0.026821 Short Closed
18 18 (entries/exits, EXPD) 99.658829 2024-11-25 120.768508 0.0 2024-12-18 113.580795 0.0 -716.319064 -0.059516 Long Closed
19 19 (entries/exits, EXPD) 116.619079 2024-12-18 113.001630 0.0 2025-01-21 111.863577 0.0 132.718729 0.010071 Short Closed
20 20 (entries/exits, EXPD) 106.042928 2025-01-21 111.999784 0.0 2025-02-27 116.146888 0.0 439.771105 0.037028 Long Closed
21 21 (entries/exits, EXPD) 164.464508 2025-02-27 113.971988 0.0 2025-04-17 108.848673 0.0 842.603398 0.044952 Short Open
22 22 (entries/exits stock two, MCO) 6.790335 2023-05-22 316.695904 0.0 2023-07-11 331.928479 0.0 -103.434279 -0.048098 Short Closed
23 23 (entries/exits stock two, MCO) 5.861223 2023-07-11 333.208374 0.0 2023-07-13 344.201621 0.0 64.433873 0.032992 Long Closed
24 24 (entries/exits stock two, MCO) 6.113882 2023-07-13 344.543758 0.0 2023-08-02 338.064153 0.0 39.615540 0.018806 Short Closed
25 25 (entries/exits stock two, MCO) 7.079058 2023-08-02 336.170062 0.0 2023-09-01 333.694850 0.0 -17.522171 -0.007363 Long Closed
26 26 (entries/exits stock two, MCO) 6.687694 2023-09-01 334.103815 0.0 2023-09-21 320.155313 0.0 93.283307 0.041749 Short Closed
27 27 (entries/exits stock two, MCO) 8.176619 2023-09-21 316.666036 0.0 2023-11-02 320.202457 0.0 28.915970 0.011168 Long Closed
28 28 (entries/exits stock two, MCO) 7.268691 2023-11-02 326.744630 0.0 2024-01-03 367.788509 0.0 -298.335295 -0.125615 Short Closed
29 29 (entries/exits stock two, MCO) 6.447371 2024-01-03 370.347684 0.0 2024-01-29 385.258642 0.0 96.136484 0.040262 Long Closed
30 30 (entries/exits stock two, MCO) 6.156449 2024-01-29 386.349913 0.0 2024-02-13 367.050557 0.0 118.815498 0.049953 Short Closed
31 31 (entries/exits stock two, MCO) 7.207579 2024-02-13 365.809904 0.0 2024-03-19 382.263402 0.0 118.589895 0.044978 Long Closed
32 32 (entries/exits stock two, MCO) 6.687357 2024-03-19 383.000115 0.0 2024-04-11 379.778449 0.0 21.544428 0.008412 Short Closed
33 33 (entries/exits stock two, MCO) 6.911069 2024-04-11 378.375659 0.0 2024-05-06 382.736492 0.0 30.138016 0.011525 Long Closed
34 34 (entries/exits stock two, MCO) 7.249082 2024-05-06 385.228820 0.0 2024-06-10 398.407559 0.0 -95.533750 -0.034210 Short Closed
35 35 (entries/exits stock two, MCO) 6.823248 2024-06-10 398.334806 0.0 2024-06-18 415.969010 0.0 120.322547 0.044270 Long Closed
36 36 (entries/exits stock two, MCO) 8.231543 2024-06-18 422.518034 0.0 2024-09-23 466.282047 0.0 -360.245344 -0.103579 Short Closed
37 37 (entries/exits stock two, MCO) 6.243036 2024-09-23 474.190089 0.0 2024-10-15 482.403322 0.0 51.275511 0.017321 Long Closed
38 38 (entries/exits stock two, MCO) 6.083394 2024-10-15 482.131404 0.0 2024-10-31 451.256500 0.0 187.824191 0.064038 Short Closed
39 39 (entries/exits stock two, MCO) 6.439093 2024-10-31 451.689374 0.0 2024-11-25 488.498125 0.0 237.014953 0.081491 Long Closed
40 40 (entries/exits stock two, MCO) 5.800784 2024-11-25 491.199089 0.0 2024-12-18 469.414021 0.0 126.370484 0.044351 Short Closed
41 41 (entries/exits stock two, MCO) 6.358966 2024-12-18 466.425876 0.0 2025-01-21 480.518922 0.0 89.617204 0.030215 Long Closed
42 42 (entries/exits stock two, MCO) 6.319219 2025-01-21 485.088203 0.0 2025-02-27 492.877742 0.0 -49.223805 -0.016058 Short Closed
43 43 (entries/exits stock two, MCO) 8.947855 2025-02-27 467.178616 0.0 2025-04-17 430.123767 0.0 -331.561395 -0.079316 Long Open
group
Start 2023-10-11 00:00:00
End 2025-09-11 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 14522.02306
Total Return [%] 45.220231
Max Gross Exposure [%] 123.864803
Total Fees Paid 0.0
Max Drawdown [%] 9.115407
Max Drawdown Duration 101 days 00:00:00
Profit Factor 2.743631
Expectancy 9.445604
Sharpe Ratio 1.438916
Calmar Ratio 3.59005
Omega Ratio 1.237428
Sortino Ratio 2.30684
Skew 0.629996
Kurtosis 4.800805
Tail Ratio 1.1764
Common Sense Ratio 1.561374
Value at Risk -0.015179
Alpha 0.410385
Beta -0.109273
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, EXPD) 82.962103 2023-10-18 113.519354 0.0 2023-11-02 109.971335 0.0 294.351149 0.031255 Short Closed
1 1 (entries/exits, EXPD) 78.186610 2023-11-02 110.234594 0.0 2024-01-03 124.412230 0.0 1108.501313 0.128613 Long Closed
2 2 (entries/exits, EXPD) 82.940573 2024-01-03 124.670503 0.0 2024-01-29 125.742414 0.0 -88.904917 -0.008598 Short Closed
3 3 (entries/exits, EXPD) 73.656058 2024-01-29 125.763865 0.0 2024-02-13 122.940031 0.0 -207.992469 -0.022453 Long Closed
4 4 (entries/exits, EXPD) 97.719472 2024-02-13 121.136638 0.0 2024-03-19 115.868113 0.0 514.837413 0.043492 Short Closed
5 5 (entries/exits, EXPD) 84.918322 2024-03-19 115.499905 0.0 2024-04-11 116.565537 0.0 90.491687 0.009226 Long Closed
6 6 (entries/exits, EXPD) 94.830904 2024-04-11 115.937774 0.0 2024-05-06 113.338949 0.0 246.448928 0.022416 Short Closed
7 7 (entries/exits, EXPD) 88.406530 2024-05-06 113.532697 0.0 2024-06-10 124.925963 0.0 1007.239188 0.100352 Long Closed
8 8 (entries/exits, EXPD) 90.269657 2024-06-10 125.034786 0.0 2024-06-18 122.941167 0.0 188.990326 0.016744 Short Closed
9 9 (entries/exits, EXPD) 95.047290 2024-06-18 122.725578 0.0 2024-09-23 123.642209 0.0 87.123277 0.007469 Long Closed
10 10 (entries/exits, EXPD) 102.599256 2024-09-23 123.686187 0.0 2024-10-15 120.460305 0.0 330.973079 0.026081 Short Closed
11 11 (entries/exits, EXPD) 92.992444 2024-10-15 119.780360 0.0 2024-10-31 117.478011 0.0 -214.101053 -0.019221 Long Closed
12 12 (entries/exits, EXPD) 102.814582 2024-10-31 117.476250 0.0 2024-11-25 120.627004 0.0 -323.943533 -0.026820 Short Closed
13 13 (entries/exits, EXPD) 91.473710 2024-11-25 120.768702 0.0 2024-12-18 113.580686 0.0 -657.514478 -0.059519 Long Closed
14 14 (entries/exits, EXPD) 107.046904 2024-12-18 113.001373 0.0 2025-01-21 111.863515 0.0 121.804195 0.010069 Short Closed
15 15 (entries/exits, EXPD) 97.321254 2025-01-21 111.999685 0.0 2025-02-27 116.147240 0.0 403.645266 0.037032 Long Closed
16 16 (entries/exits, EXPD) 158.889185 2025-02-27 113.593823 0.0 2025-04-30 110.977845 0.0 415.650546 0.023029 Short Closed
17 17 (entries/exits, EXPD) 106.684385 2025-04-30 109.244102 0.0 2025-06-13 114.197062 0.0 528.403467 0.045338 Long Closed
18 18 (entries/exits, EXPD) 106.915556 2025-06-13 114.187094 0.0 2025-06-30 114.255557 0.0 -7.319820 -0.000600 Short Closed
19 19 (entries/exits, EXPD) 107.019451 2025-06-30 114.331699 0.0 2025-08-25 120.182244 0.0 626.122058 0.051172 Long Closed
20 20 (entries/exits, EXPD) 105.520723 2025-08-25 120.377629 0.0 2025-09-11 123.234926 0.0 -301.504027 -0.023736 Short Open
21 21 (entries/exits stock two, MCO) 6.587948 2023-10-18 308.493733 0.0 2023-11-02 320.975148 0.0 82.226916 0.040459 Long Closed
22 22 (entries/exits stock two, MCO) 6.643146 2023-11-02 326.747070 0.0 2024-01-03 367.789185 0.0 -272.648739 -0.125608 Short Closed
23 23 (entries/exits stock two, MCO) 5.893257 2024-01-03 370.347803 0.0 2024-01-29 385.258073 0.0 87.870045 0.040260 Long Closed
24 24 (entries/exits stock two, MCO) 5.626816 2024-01-29 386.349777 0.0 2024-02-13 367.049595 0.0 108.598580 0.049955 Short Closed
25 25 (entries/exits stock two, MCO) 6.588064 2024-02-13 365.810940 0.0 2024-03-19 382.262988 0.0 108.387150 0.044974 Long Closed
26 26 (entries/exits stock two, MCO) 6.111855 2024-03-19 383.000471 0.0 2024-04-11 379.778301 0.0 19.693435 0.008413 Short Closed
27 27 (entries/exits stock two, MCO) 6.316774 2024-04-11 378.375007 0.0 2024-05-06 382.736020 0.0 27.547533 0.011526 Long Closed
28 28 (entries/exits stock two, MCO) 6.625354 2024-05-06 385.228937 0.0 2024-06-10 398.407357 0.0 -87.311707 -0.034209 Short Closed
29 29 (entries/exits stock two, MCO) 6.236816 2024-06-10 398.334929 0.0 2024-06-18 415.968809 0.0 109.979266 0.044269 Long Closed
30 30 (entries/exits stock two, MCO) 7.523805 2024-06-18 422.519237 0.0 2024-09-23 466.282753 0.0 -329.268146 -0.103578 Short Closed
31 31 (entries/exits stock two, MCO) 5.707262 2024-09-23 474.189163 0.0 2024-10-15 482.402447 0.0 46.875367 0.017321 Long Closed
32 32 (entries/exits stock two, MCO) 5.560593 2024-10-15 482.132172 0.0 2024-10-31 451.256366 0.0 171.687776 0.064040 Short Closed
33 33 (entries/exits stock two, MCO) 5.885974 2024-10-31 451.690074 0.0 2024-11-25 488.496115 0.0 216.639383 0.081485 Long Closed
34 34 (entries/exits stock two, MCO) 5.301648 2024-11-25 491.199176 0.0 2024-12-18 469.414037 0.0 115.497141 0.044351 Short Closed
35 35 (entries/exits stock two, MCO) 5.812191 2024-12-18 466.425161 0.0 2025-01-21 480.517825 0.0 81.909252 0.030214 Long Closed
36 36 (entries/exits stock two, MCO) 5.775356 2025-01-21 485.088722 0.0 2025-02-27 492.876744 0.0 -44.978599 -0.016055 Short Closed
37 37 (entries/exits stock two, MCO) 8.518348 2025-02-27 465.294487 0.0 2025-04-30 449.517413 0.0 -134.394599 -0.033908 Long Closed
38 38 (entries/exits stock two, MCO) 6.132173 2025-04-30 454.119365 0.0 2025-06-13 471.376917 0.0 -105.826295 -0.038002 Short Closed
39 39 (entries/exits stock two, MCO) 5.779823 2025-06-13 471.244284 0.0 2025-06-30 499.183789 0.0 161.485386 0.059289 Long Closed
40 40 (entries/exits stock two, MCO) 6.439508 2025-06-30 501.673032 0.0 2025-08-25 509.855323 0.0 -52.689921 -0.016310 Short Closed
41 41 (entries/exits stock two, MCO) 5.590674 2025-08-25 509.656362 0.0 2025-09-11 518.142323 0.0 47.442239 0.016650 Long Open
group
Start 2022-12-22 00:00:00
End 2024-11-20 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 14156.828871
Total Return [%] 41.568289
Max Gross Exposure [%] 34296.545455
Total Fees Paid 0.0
Max Drawdown [%] 6.539166
Max Drawdown Duration 108 days 00:00:00
Profit Factor 2.689988
Expectancy 9.221094
Sharpe Ratio 2.161657
Calmar Ratio 4.615915
Omega Ratio 1.384356
Sortino Ratio 3.32493
Skew -0.012062
Kurtosis 8.753986
Tail Ratio 1.349756
Common Sense Ratio 1.757169
Value at Risk -0.007944
Alpha 0.291032
Beta 0.045987
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, FE) 152.171269 2023-01-03 37.401985 0.0 2023-01-31 36.593230 0.0 123.069325 0.021623 Short Closed
1 1 (entries/exits, FE) 159.445551 2023-01-31 36.352894 0.0 2023-03-16 36.109660 0.0 -38.782458 -0.006691 Long Closed
2 2 (entries/exits, FE) 169.432652 2023-03-16 36.044341 0.0 2023-04-28 35.895481 0.0 25.221664 0.004130 Short Closed
3 3 (entries/exits, FE) 159.061772 2023-04-28 35.702220 0.0 2023-06-08 35.371494 0.0 -52.605717 -0.009263 Long Closed
4 4 (entries/exits, FE) 158.711983 2023-06-08 35.370697 0.0 2023-07-03 35.455996 0.0 -13.537916 -0.002412 Short Closed
5 5 (entries/exits, FE) 155.410799 2023-07-03 35.455053 0.0 2023-07-25 36.371159 0.0 142.372776 0.025839 Long Closed
6 6 (entries/exits, FE) 157.481119 2023-07-25 36.350294 0.0 2023-08-03 33.791481 0.0 402.964654 0.070393 Short Closed
7 7 (entries/exits, FE) 181.940373 2023-08-03 33.712137 0.0 2023-09-22 33.120315 0.0 -107.676291 -0.017555 Long Closed
8 8 (entries/exits, FE) 182.026231 2023-09-22 33.019876 0.0 2023-10-02 29.937876 0.0 561.004801 0.093338 Short Closed
9 9 (entries/exits, FE) 200.389895 2023-10-02 30.014794 0.0 2023-10-26 33.027027 0.0 603.621021 0.100358 Long Closed
10 10 (entries/exits, FE) 214.566027 2023-10-26 33.133532 0.0 2023-11-30 34.246706 0.0 -238.849390 -0.033597 Short Closed
11 11 (entries/exits, FE) 198.720058 2023-11-30 34.300403 0.0 2024-01-10 35.887812 0.0 315.449932 0.046280 Long Closed
12 12 (entries/exits, FE) 204.583300 2024-01-10 35.810589 0.0 2024-02-01 34.651904 0.0 237.047688 0.032356 Short Closed
13 13 (entries/exits, FE) 200.421316 2024-02-01 34.615272 0.0 2024-02-09 35.044441 0.0 86.014644 0.012398 Long Closed
14 14 (entries/exits, FE) 221.744973 2024-02-09 34.999617 0.0 2024-03-12 35.545610 0.0 -121.071221 -0.015600 Short Closed
15 15 (entries/exits, FE) 207.942483 2024-03-12 35.600654 0.0 2024-04-04 35.947270 0.0 72.076208 0.009736 Long Closed
16 16 (entries/exits, FE) 213.345979 2024-04-04 35.902712 0.0 2024-04-25 36.195062 0.0 -62.371553 -0.008143 Short Closed
17 17 (entries/exits, FE) 223.888258 2024-04-25 36.293654 0.0 2024-07-31 39.322152 0.0 678.045056 0.083444 Long Closed
18 18 (entries/exits, FE) 185.629008 2024-07-31 39.817304 0.0 2024-08-23 41.381084 0.0 -290.282882 -0.039274 Short Closed
19 19 (entries/exits, FE) 178.646404 2024-08-23 41.460297 0.0 2024-09-13 42.649136 0.0 212.381937 0.028674 Long Closed
20 20 (entries/exits, FE) 188.230671 2024-09-13 42.572879 0.0 2024-10-09 40.904182 0.0 314.099892 0.039196 Short Closed
21 21 (entries/exits, FE) 180.940973 2024-10-09 40.814438 0.0 2024-10-15 41.722175 0.0 164.246797 0.022241 Long Closed
22 22 (entries/exits, FE) 190.653051 2024-10-15 41.715905 0.0 2024-10-30 40.526223 0.0 226.816596 0.028519 Short Closed
23 23 (entries/exits, FE) 192.479480 2024-10-30 40.440929 0.0 2024-11-20 40.424894 0.0 -3.086517 -0.000397 Long Open
24 24 (entries/exits stock two, MO) 140.915183 2023-01-03 37.050086 0.0 2023-01-31 36.721532 0.0 -46.298186 -0.008868 Long Closed
25 25 (entries/exits stock two, MO) 152.660767 2023-01-31 36.874248 0.0 2023-03-16 37.789775 0.0 -139.765086 -0.024828 Short Closed
26 26 (entries/exits stock two, MO) 143.084012 2023-03-16 37.576677 0.0 2023-04-28 39.286860 0.0 244.699844 0.045512 Long Closed
27 27 (entries/exits stock two, MO) 147.480371 2023-04-28 39.309509 0.0 2023-06-08 37.780154 0.0 225.549730 0.038905 Short Closed
28 28 (entries/exits stock two, MO) 140.603381 2023-06-08 37.725717 0.0 2023-07-03 38.954078 0.0 172.711615 0.032560 Long Closed
29 29 (entries/exits stock two, MO) 140.726289 2023-07-03 38.982803 0.0 2023-07-25 38.631553 0.0 49.430031 0.009010 Short Closed
30 30 (entries/exits stock two, MO) 140.057725 2023-07-25 38.614267 0.0 2023-08-03 37.639136 0.0 -136.574601 -0.025253 Long Closed
31 31 (entries/exits stock two, MO) 161.308971 2023-08-03 37.589297 0.0 2023-09-22 36.834599 0.0 121.739478 0.020077 Short Closed
32 32 (entries/exits stock two, MO) 151.130203 2023-09-22 36.761747 0.0 2023-10-02 36.118305 0.0 -97.243510 -0.017503 Long Closed
33 33 (entries/exits stock two, MO) 170.042099 2023-10-02 36.144632 0.0 2023-10-26 34.331892 0.0 308.242053 0.050152 Short Closed
34 34 (entries/exits stock two, MO) 186.357789 2023-10-26 34.140102 0.0 2023-11-30 36.398112 0.0 420.797667 0.066140 Long Closed
35 35 (entries/exits stock two, MO) 188.225213 2023-11-30 36.470672 0.0 2024-01-10 36.538523 0.0 -12.771212 -0.001860 Short Closed
36 36 (entries/exits stock two, MO) 183.639206 2024-01-10 36.477569 0.0 2024-02-01 37.071188 0.0 109.011862 0.016274 Long Closed
37 37 (entries/exits stock two, MO) 182.969109 2024-02-01 37.046662 0.0 2024-02-09 35.666208 0.0 252.580333 0.037263 Short Closed
38 38 (entries/exits stock two, MO) 195.026197 2024-02-09 35.679746 0.0 2024-03-12 38.139882 0.0 479.790918 0.068950 Long Closed
39 39 (entries/exits stock two, MO) 194.554064 2024-03-12 38.331432 0.0 2024-04-04 37.888886 0.0 86.099067 0.011545 Short Closed
40 40 (entries/exits stock two, MO) 190.192938 2024-04-04 37.741018 0.0 2024-04-25 39.494537 0.0 333.506989 0.046462 Long Closed
41 41 (entries/exits stock two, MO) 204.416087 2024-04-25 39.896864 0.0 2024-07-31 44.713666 0.0 -984.631848 -0.120731 Short Closed
42 42 (entries/exits stock two, MO) 155.737801 2024-07-31 45.539378 0.0 2024-08-23 48.585449 0.0 474.388270 0.066889 Long Closed
43 43 (entries/exits stock two, MO) 151.872818 2024-08-23 48.760115 0.0 2024-09-13 49.236413 0.0 -72.336665 -0.009768 Short Closed
44 44 (entries/exits stock two, MO) 153.607804 2024-09-13 49.090610 0.0 2024-10-09 47.587178 0.0 -230.938900 -0.030626 Long Closed
45 45 (entries/exits stock two, MO) 151.599198 2024-10-09 47.565834 0.0 2024-10-15 47.262060 0.0 46.051828 0.006386 Short Closed
46 46 (entries/exits stock two, MO) 157.743407 2024-10-15 47.255595 0.0 2024-10-30 47.819339 0.0 88.926901 0.011930 Long Closed
47 47 (entries/exits stock two, MO) 160.695845 2024-10-30 47.987022 0.0 2024-11-20 52.793038 0.0 -772.306754 -0.100152 Short Open
group
Start 2023-05-18 00:00:00
End 2025-04-17 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 14510.18053
Total Return [%] 45.101805
Max Gross Exposure [%] 204.769187
Total Fees Paid 0.0
Max Drawdown [%] 8.164886
Max Drawdown Duration 103 days 00:00:00
Profit Factor 2.274149
Expectancy 9.062189
Sharpe Ratio 2.187546
Calmar Ratio 3.997928
Omega Ratio 1.414343
Sortino Ratio 3.713884
Skew 1.475597
Kurtosis 16.127376
Tail Ratio 1.124566
Common Sense Ratio 1.491653
Value at Risk -0.008867
Alpha 0.350863
Beta -0.04318
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, FE) 173.812276 2023-06-08 35.369759 0.0 2023-07-03 35.455406 0.0 -14.886478 -0.002421 Short Closed
1 1 (entries/exits, FE) 168.520505 2023-07-03 35.455395 0.0 2023-07-25 36.374096 0.0 154.819941 0.025911 Long Closed
2 2 (entries/exits, FE) 172.276646 2023-07-25 36.346660 0.0 2023-08-03 33.791427 0.0 440.207043 0.070302 Short Closed
3 3 (entries/exits, FE) 197.107014 2023-08-03 33.720110 0.0 2023-09-22 33.118581 0.0 -118.565412 -0.017839 Long Closed
4 4 (entries/exits, FE) 199.914718 2023-09-22 33.016313 0.0 2023-10-02 29.937876 0.0 615.424865 0.093240 Short Closed
5 5 (entries/exits, FE) 220.044582 2023-10-02 30.005339 0.0 2023-10-26 33.038294 0.0 667.385384 0.101081 Long Closed
6 6 (entries/exits, FE) 238.331682 2023-10-26 33.131944 0.0 2023-11-30 34.241393 0.0 -264.416738 -0.033486 Short Closed
7 7 (entries/exits, FE) 216.366294 2023-11-30 34.301053 0.0 2024-01-10 35.899092 0.0 345.761795 0.046589 Long Closed
8 8 (entries/exits, FE) 227.014892 2024-01-10 35.799878 0.0 2024-02-01 34.650748 0.0 260.869795 0.032099 Short Closed
9 9 (entries/exits, FE) 220.086040 2024-02-01 34.620825 0.0 2024-02-09 35.044621 0.0 93.271533 0.012241 Long Closed
10 10 (entries/exits, FE) 245.292223 2024-02-09 34.997187 0.0 2024-03-12 35.544547 0.0 -134.263159 -0.015640 Short Closed
11 11 (entries/exits, FE) 226.283195 2024-03-12 35.599395 0.0 2024-04-04 35.947307 0.0 78.726633 0.009773 Long Closed
12 12 (entries/exits, FE) 234.435714 2024-04-04 35.899266 0.0 2024-04-25 36.191983 0.0 -68.623323 -0.008154 Short Closed
13 13 (entries/exits, FE) 240.966694 2024-04-25 36.286282 0.0 2024-07-31 39.377787 0.0 744.949583 0.085198 Long Closed
14 14 (entries/exits, FE) 205.613278 2024-07-31 39.814437 0.0 2024-08-23 41.376368 0.0 -321.153690 -0.039230 Short Closed
15 15 (entries/exits, FE) 195.855195 2024-08-23 41.456580 0.0 2024-09-13 42.650397 0.0 233.815178 0.028797 Long Closed
16 16 (entries/exits, FE) 209.236548 2024-09-13 42.565692 0.0 2024-10-09 40.907293 0.0 346.997536 0.038961 Short Closed
17 17 (entries/exits, FE) 200.329476 2024-10-09 40.814786 0.0 2024-10-15 41.723001 0.0 181.942103 0.022252 Long Closed
18 18 (entries/exits, FE) 212.045734 2024-10-15 41.714401 0.0 2024-10-30 40.528734 0.0 251.415735 0.028423 Short Closed
19 19 (entries/exits, FE) 225.945033 2024-10-30 40.387916 0.0 2024-12-18 38.142348 0.0 -507.374898 -0.055600 Long Closed
20 20 (entries/exits, FE) 239.996203 2024-12-18 37.959435 0.0 2025-01-29 38.514498 0.0 -133.213176 -0.014623 Short Closed
21 21 (entries/exits, FE) 210.288248 2025-01-29 38.458528 0.0 2025-02-18 39.772382 0.0 276.288166 0.034163 Long Closed
22 22 (entries/exits, FE) 204.034970 2025-02-18 39.815814 0.0 2025-02-27 38.063887 0.0 357.454390 0.044001 Short Closed
23 23 (entries/exits, FE) 240.692812 2025-02-27 37.785867 0.0 2025-04-02 39.599901 0.0 436.624974 0.048008 Long Closed
24 24 (entries/exits, FE) 235.108444 2025-04-02 39.623586 0.0 2025-04-17 40.972388 0.0 -317.114634 -0.034040 Short Open
25 25 (entries/exits stock two, MO) 118.512443 2023-06-08 37.723076 0.0 2023-07-03 38.946575 0.0 144.999864 0.032434 Long Closed
26 26 (entries/exits stock two, MO) 117.853125 2023-07-03 38.983717 0.0 2023-07-25 38.631607 0.0 41.497317 0.009032 Short Closed
27 27 (entries/exits stock two, MO) 117.699855 2023-07-25 38.613048 0.0 2023-08-03 37.639240 0.0 -114.617115 -0.025220 Long Closed
28 28 (entries/exits stock two, MO) 135.112997 2023-08-03 37.594376 0.0 2023-09-22 36.832471 0.0 102.943313 0.020266 Short Closed
29 29 (entries/exits stock two, MO) 127.490779 2023-09-22 36.760736 0.0 2023-10-02 36.118305 0.0 -81.904001 -0.017476 Long Closed
30 30 (entries/exits stock two, MO) 144.223897 2023-10-02 36.145075 0.0 2023-10-26 34.316062 0.0 263.787386 0.050602 Short Closed
31 31 (entries/exits stock two, MO) 159.218933 2023-10-26 34.144447 0.0 2023-11-30 36.383638 0.0 356.521607 0.065580 Long Closed
32 32 (entries/exits stock two, MO) 158.375977 2023-11-30 36.473084 0.0 2024-01-10 36.535003 0.0 -9.806500 -0.001698 Short Closed
33 33 (entries/exits stock two, MO) 156.645320 2024-01-10 36.473576 0.0 2024-02-01 37.067982 0.0 93.110789 0.016297 Long Closed
34 34 (entries/exits stock two, MO) 154.327905 2024-02-01 37.050637 0.0 2024-02-09 35.666154 0.0 213.664396 0.037367 Short Closed
35 35 (entries/exits stock two, MO) 165.915200 2024-02-09 35.681527 0.0 2024-03-12 38.122919 0.0 405.064077 0.068422 Long Closed
36 36 (entries/exits stock two, MO) 162.888694 2024-03-12 38.329395 0.0 2024-04-04 37.880871 0.0 73.059573 0.011702 Short Closed
37 37 (entries/exits stock two, MO) 160.737793 2024-04-04 37.739810 0.0 2024-04-25 39.484157 0.0 280.382443 0.046220 Long Closed
38 38 (entries/exits stock two, MO) 170.867828 2024-04-25 39.900506 0.0 2024-07-31 44.748732 0.0 -828.405727 -0.121508 Short Closed
39 39 (entries/exits stock two, MO) 133.009056 2024-07-31 45.541092 0.0 2024-08-23 48.570020 0.0 402.874868 0.066510 Long Closed
40 40 (entries/exits stock two, MO) 128.024535 2024-08-23 48.758096 0.0 2024-09-13 49.233008 0.0 -60.800365 -0.009740 Short Closed
41 41 (entries/exits stock two, MO) 131.285192 2024-09-13 49.078053 0.0 2024-10-09 47.588701 0.0 -195.529859 -0.030347 Long Closed
42 42 (entries/exits stock two, MO) 129.086318 2024-10-09 47.565922 0.0 2024-10-15 47.262074 0.0 39.222635 0.006388 Short Closed
43 43 (entries/exits stock two, MO) 135.052216 2024-10-15 47.254798 0.0 2024-10-30 47.817977 0.0 76.058500 0.011918 Long Closed
44 44 (entries/exits stock two, MO) 147.624749 2024-10-30 48.321172 0.0 2024-12-18 50.854579 0.0 -373.993594 -0.052429 Short Closed
45 45 (entries/exits stock two, MO) 129.018731 2024-12-18 50.379130 0.0 2025-01-29 50.822119 0.0 57.153787 0.008793 Long Closed
46 46 (entries/exits stock two, MO) 122.978832 2025-01-29 50.829244 0.0 2025-02-18 50.963694 0.0 -16.534505 -0.002645 Short Closed
47 47 (entries/exits stock two, MO) 119.042814 2025-02-18 50.966534 0.0 2025-02-27 53.171203 0.0 262.449974 0.043257 Long Closed
48 48 (entries/exits stock two, MO) 129.021879 2025-02-27 53.473663 0.0 2025-04-02 56.162748 0.0 -346.950690 -0.050288 Short Closed
49 49 (entries/exits stock two, MO) 119.363114 2025-04-02 56.076257 0.0 2025-04-17 57.078151 0.0 119.589211 0.017867 Long Open
group
Start 2023-10-11 00:00:00
End 2025-09-11 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 12302.756036
Total Return [%] 23.02756
Max Gross Exposure [%] 152.688194
Total Fees Paid 0.0
Max Drawdown [%] 8.245971
Max Drawdown Duration 103 days 00:00:00
Profit Factor 1.571129
Expectancy 4.202392
Sharpe Ratio 1.261938
Calmar Ratio 2.065246
Omega Ratio 1.214926
Sortino Ratio 2.000715
Skew 1.503002
Kurtosis 18.950802
Tail Ratio 1.037185
Common Sense Ratio 1.213817
Value at Risk -0.009795
Alpha 0.198325
Beta -0.043
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, FE) 212.752692 2023-10-26 33.130771 0.0 2023-11-30 34.237523 0.0 -235.464422 -0.033406 Short Closed
1 1 (entries/exits, FE) 190.515019 2023-11-30 34.301495 0.0 2024-01-10 35.906810 0.0 305.836511 0.046800 Long Closed
2 2 (entries/exits, FE) 202.535736 2024-01-10 35.792145 0.0 2024-02-01 34.649783 0.0 231.369139 0.031917 Short Closed
3 3 (entries/exits, FE) 194.909096 2024-02-01 34.624607 0.0 2024-02-09 35.044743 0.0 81.888296 0.012134 Long Closed
4 4 (entries/exits, FE) 218.334247 2024-02-09 34.995590 0.0 2024-03-12 35.543779 0.0 -119.688476 -0.015665 Short Closed
5 5 (entries/exits, FE) 199.160728 2024-03-12 35.598532 0.0 2024-04-04 35.947332 0.0 69.467310 0.009798 Long Closed
6 6 (entries/exits, FE) 207.703493 2024-04-04 35.896947 0.0 2024-04-25 36.189907 0.0 -60.848818 -0.008161 Short Closed
7 7 (entries/exits, FE) 210.476057 2024-04-25 36.281119 0.0 2024-07-31 39.416550 0.0 659.933155 0.086420 Long Closed
8 8 (entries/exits, FE) 183.143366 2024-07-31 39.812512 0.0 2024-08-23 41.373187 0.0 -285.827210 -0.039201 Short Closed
9 9 (entries/exits, FE) 173.238684 2024-08-23 41.454040 0.0 2024-09-13 42.651254 0.0 207.403849 0.028881 Long Closed
10 10 (entries/exits, FE) 186.811259 2024-09-13 42.560881 0.0 2024-10-09 40.909378 0.0 308.519476 0.038803 Short Closed
11 11 (entries/exits, FE) 178.377204 2024-10-09 40.815022 0.0 2024-10-15 41.723558 0.0 162.062189 0.022260 Long Closed
12 12 (entries/exits, FE) 189.389364 2024-10-15 41.713390 0.0 2024-10-30 40.530423 0.0 224.041445 0.028359 Short Closed
13 13 (entries/exits, FE) 200.073053 2024-10-30 40.393966 0.0 2024-12-18 38.122723 0.0 -454.414554 -0.056227 Long Closed
14 14 (entries/exits, FE) 215.123882 2024-12-18 37.960047 0.0 2025-01-29 38.517606 0.0 -119.944330 -0.014688 Short Closed
15 15 (entries/exits, FE) 186.921898 2025-01-29 38.457414 0.0 2025-02-18 39.775106 0.0 246.305501 0.034264 Long Closed
16 16 (entries/exits, FE) 182.250042 2025-02-18 39.818653 0.0 2025-02-27 38.081106 0.0 316.667860 0.043636 Short Closed
17 17 (entries/exits, FE) 213.153370 2025-02-27 37.782752 0.0 2025-04-02 39.614221 0.0 390.383912 0.048474 Long Closed
18 18 (entries/exits, FE) 218.569637 2025-04-02 39.679542 0.0 2025-05-06 41.917447 0.0 -489.138157 -0.056399 Short Closed
19 19 (entries/exits, FE) 177.372784 2025-05-06 42.284374 0.0 2025-05-12 41.292777 0.0 -175.882353 -0.023451 Long Closed
20 20 (entries/exits, FE) 190.573243 2025-05-12 41.300547 0.0 2025-05-28 40.824924 0.0 90.641064 0.011516 Short Closed
21 21 (entries/exits, FE) 199.728161 2025-05-28 40.719621 0.0 2025-07-09 39.760701 0.0 -191.523336 -0.023549 Long Closed
22 22 (entries/exits, FE) 198.820479 2025-07-09 39.772611 0.0 2025-07-30 41.314764 0.0 -306.611671 -0.038774 Short Closed
23 23 (entries/exits, FE) 186.518474 2025-07-30 41.420739 0.0 2025-09-11 43.578766 0.0 402.511988 0.052100 Long Open
24 24 (entries/exits stock two, MO) 118.377457 2023-10-26 34.147330 0.0 2023-11-30 36.373974 0.0 263.584431 0.065207 Long Closed
25 25 (entries/exits stock two, MO) 116.797057 2023-11-30 36.474665 0.0 2024-01-10 36.532429 0.0 -6.746677 -0.001584 Short Closed
26 26 (entries/exits stock two, MO) 116.336000 2024-01-10 36.470897 0.0 2024-02-01 37.065822 0.0 69.211200 0.016312 Long Closed
27 27 (entries/exits stock two, MO) 113.745858 2024-02-01 37.053336 0.0 2024-02-09 35.666117 0.0 157.790321 0.037438 Short Closed
28 28 (entries/exits stock two, MO) 122.993029 2024-02-09 35.682715 0.0 2024-03-12 38.111579 0.0 298.733256 0.068068 Long Closed
29 29 (entries/exits stock two, MO) 119.450768 2024-03-12 38.328002 0.0 2024-04-04 37.875406 0.0 54.062856 0.011808 Short Closed
30 30 (entries/exits stock two, MO) 118.622973 2024-04-04 37.738997 0.0 2024-04-25 39.477185 0.0 206.188995 0.046058 Long Closed
31 31 (entries/exits stock two, MO) 125.187197 2024-04-25 39.903098 0.0 2024-07-31 44.771702 0.0 -609.486950 -0.122011 Short Closed
32 32 (entries/exits stock two, MO) 98.852372 2024-07-31 45.542234 0.0 2024-08-23 48.559691 0.0 298.282774 0.066256 Long Closed
33 33 (entries/exits stock two, MO) 94.311355 2024-08-23 48.756715 0.0 2024-09-13 49.230689 0.0 -44.701089 -0.009721 Short Closed
34 34 (entries/exits stock two, MO) 97.616943 2024-09-13 49.069666 0.0 2024-10-09 47.589719 0.0 -144.467947 -0.030160 Long Closed
35 35 (entries/exits stock two, MO) 95.757186 2024-10-09 47.565924 0.0 2024-10-15 47.262074 0.0 29.095887 0.006388 Short Closed
36 36 (entries/exits stock two, MO) 100.534556 2024-10-15 47.254264 0.0 2024-10-30 47.817063 0.0 56.580717 0.011910 Long Closed
37 37 (entries/exits stock two, MO) 109.168688 2024-10-30 48.304678 0.0 2024-12-18 50.847295 0.0 -277.574216 -0.052637 Short Closed
38 38 (entries/exits stock two, MO) 96.497197 2024-12-18 50.375268 0.0 2025-01-29 50.820406 0.0 42.954541 0.008836 Long Closed
39 39 (entries/exits stock two, MO) 91.110064 2025-01-29 50.829979 0.0 2025-02-18 50.962978 0.0 -12.117543 -0.002617 Short Closed
40 40 (entries/exits stock two, MO) 88.537231 2025-02-18 50.968866 0.0 2025-02-27 53.170269 0.0 194.906068 0.043191 Long Closed
41 41 (entries/exits stock two, MO) 95.771998 2025-02-27 53.475763 0.0 2025-04-02 56.157353 0.0 -256.821260 -0.050146 Short Closed
42 42 (entries/exits stock two, MO) 91.165963 2025-04-02 56.090172 0.0 2025-05-06 59.055523 0.0 270.339011 0.052868 Long Closed
43 43 (entries/exits stock two, MO) 79.397046 2025-05-06 59.425286 0.0 2025-05-12 56.003533 0.0 271.677056 0.057581 Short Closed
44 44 (entries/exits stock two, MO) 85.438170 2025-05-12 56.012814 0.0 2025-05-28 58.410160 0.0 204.824925 0.042800 Long Closed
45 45 (entries/exits stock two, MO) 91.142552 2025-05-28 58.492565 0.0 2025-07-09 57.983463 0.0 46.400896 0.008704 Short Closed
46 46 (entries/exits stock two, MO) 84.114898 2025-07-09 57.773693 0.0 2025-07-30 61.314495 0.0 297.834195 0.061287 Long Closed
47 47 (entries/exits stock two, MO) 82.881022 2025-07-30 61.808734 0.0 2025-09-11 66.218474 0.0 -365.483777 -0.071345 Short Open
group
Start 2022-12-22 00:00:00
End 2024-11-20 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 13252.458538
Total Return [%] 32.524585
Max Gross Exposure [%] 3133.754796
Total Fees Paid 0.0
Max Drawdown [%] 16.915161
Max Drawdown Duration 203 days 00:00:00
Profit Factor 1.467429
Expectancy 5.709237
Sharpe Ratio 1.084721
Calmar Ratio 1.408409
Omega Ratio 1.188985
Sortino Ratio 1.797828
Skew 1.453861
Kurtosis 12.299131
Tail Ratio 1.322626
Common Sense Ratio 1.637722
Value at Risk -0.012781
Alpha 0.221774
Beta 0.104943
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, FITB) 186.501715 2022-12-28 29.677701 0.0 2023-03-09 29.708373 0.0 -5.720423 -0.001034 Short Closed
1 1 (entries/exits, FITB) 184.715263 2023-03-09 27.281082 0.0 2023-04-19 25.230296 0.0 -378.811431 -0.075172 Long Closed
2 2 (entries/exits, FITB) 147.020168 2023-04-19 25.525109 0.0 2023-04-25 23.398071 0.0 312.717433 0.083331 Short Closed
3 3 (entries/exits, FITB) 204.016628 2023-04-25 23.094700 0.0 2023-06-07 24.306572 0.0 247.242011 0.052474 Long Closed
4 4 (entries/exits, FITB) 203.117634 2023-06-07 24.751365 0.0 2023-08-07 26.114302 0.0 -276.836517 -0.055065 Short Closed
5 5 (entries/exits, FITB) 180.507260 2023-08-07 26.027146 0.0 2023-09-11 24.451357 0.0 -284.441218 -0.060544 Long Closed
6 6 (entries/exits, FITB) 209.315054 2023-09-11 24.233315 0.0 2023-10-20 22.221626 0.0 421.076831 0.083013 Short Closed
7 7 (entries/exits, FITB) 191.800829 2023-10-20 21.797917 0.0 2023-11-02 23.389370 0.0 305.242080 0.073009 Long Closed
8 8 (entries/exits, FITB) 191.476275 2023-11-02 23.533511 0.0 2023-11-09 23.330461 0.0 38.879270 0.008628 Short Closed
9 9 (entries/exits, FITB) 188.078743 2023-11-09 23.250011 0.0 2023-12-01 28.098399 0.0 911.878692 0.208533 Long Closed
10 10 (entries/exits, FITB) 174.615049 2023-12-01 29.009409 0.0 2024-01-16 31.749236 0.0 -478.414905 -0.094446 Short Closed
11 11 (entries/exits, FITB) 138.604600 2024-01-16 31.830142 0.0 2024-02-02 32.085659 0.0 35.415904 0.008028 Long Closed
12 12 (entries/exits, FITB) 176.308128 2024-02-02 32.232477 0.0 2024-04-04 33.632319 0.0 -246.803459 -0.043430 Short Closed
13 13 (entries/exits, FITB) 143.006736 2024-04-04 33.650473 0.0 2024-04-19 34.623901 0.0 139.206773 0.028928 Long Closed
14 14 (entries/exits, FITB) 146.146705 2024-04-19 34.820987 0.0 2024-05-13 36.423123 0.0 -234.146891 -0.046011 Short Closed
15 15 (entries/exits, FITB) 160.610304 2024-05-13 36.232334 0.0 2024-06-24 35.074011 0.0 -186.038572 -0.031969 Long Closed
16 16 (entries/exits, FITB) 167.482930 2024-06-24 35.379152 0.0 2024-08-12 37.602551 0.0 -372.381521 -0.062845 Short Closed
17 17 (entries/exits, FITB) 128.871344 2024-08-12 37.574754 0.0 2024-08-23 40.529829 0.0 380.824487 0.078645 Long Closed
18 18 (entries/exits, FITB) 130.169971 2024-08-23 40.570574 0.0 2024-09-12 39.768701 0.0 104.379792 0.019765 Short Closed
19 19 (entries/exits, FITB) 122.518084 2024-09-12 39.720964 0.0 2024-09-19 42.070847 0.0 287.903168 0.059160 Long Closed
20 20 (entries/exits, FITB) 123.703966 2024-09-19 42.053786 0.0 2024-10-01 40.756056 0.0 160.534302 0.030859 Short Closed
21 21 (entries/exits, FITB) 124.945942 2024-10-01 40.736264 0.0 2024-10-11 42.616631 0.0 234.944282 0.046160 Long Closed
22 22 (entries/exits, FITB) 126.650382 2024-10-11 42.637106 0.0 2024-10-31 42.565632 0.0 9.052247 0.001676 Short Closed
23 23 (entries/exits, FITB) 126.702675 2024-10-31 42.469204 0.0 2024-11-06 45.573027 0.0 393.262614 0.073084 Long Closed
24 24 (entries/exits, FITB) 125.511968 2024-11-06 45.570964 0.0 2024-11-20 45.086499 0.0 60.806083 0.010631 Short Open
25 25 (entries/exits stock two, GEN) 368.069985 2022-12-28 19.648744 0.0 2023-03-09 17.474473 0.0 -800.283859 -0.110657 Long Closed
26 26 (entries/exits stock two, GEN) 397.174645 2023-03-09 16.606601 0.0 2023-04-19 16.720943 0.0 -45.413807 -0.006885 Short Closed
27 27 (entries/exits stock two, GEN) 310.879083 2023-04-19 16.942695 0.0 2023-04-25 16.464615 0.0 -148.624996 -0.028217 Long Closed
28 28 (entries/exits stock two, GEN) 422.197857 2023-04-25 16.233416 0.0 2023-06-07 16.780168 0.0 -230.837658 -0.033681 Short Closed
29 29 (entries/exits stock two, GEN) 353.646702 2023-06-07 17.067351 0.0 2023-08-07 19.797831 0.0 965.625410 0.159983 Long Closed
30 30 (entries/exits stock two, GEN) 347.802476 2023-08-07 20.043012 0.0 2023-09-11 18.775279 0.0 440.920781 0.063251 Short Closed
31 31 (entries/exits stock two, GEN) 361.758920 2023-09-11 18.393937 0.0 2023-10-20 16.584576 0.0 -654.552381 -0.098367 Long Closed
32 32 (entries/exits stock two, GEN) 370.004304 2023-10-20 16.462034 0.0 2023-11-02 16.507631 0.0 -16.871250 -0.002770 Short Closed
33 33 (entries/exits stock two, GEN) 354.497411 2023-11-02 16.520447 0.0 2023-11-09 18.228558 0.0 605.520748 0.103394 Long Closed
34 34 (entries/exits stock two, GEN) 349.440536 2023-11-09 18.278312 0.0 2023-12-01 21.267172 0.0 -1044.429107 -0.163520 Short Closed
35 35 (entries/exits stock two, GEN) 302.888658 2023-12-01 21.637449 0.0 2024-01-16 22.351763 0.0 216.357619 0.033013 Long Closed
36 36 (entries/exits stock two, GEN) 283.926507 2024-01-16 22.415551 0.0 2024-02-02 20.813958 0.0 454.734752 0.071450 Short Closed
37 37 (entries/exits stock two, GEN) 345.086160 2024-02-02 20.593359 0.0 2024-04-04 21.396320 0.0 277.091004 0.038991 Long Closed
38 38 (entries/exits stock two, GEN) 334.367086 2024-04-04 21.303993 0.0 2024-04-19 20.012312 0.0 431.895718 0.060631 Short Closed
39 39 (entries/exits stock two, GEN) 342.377505 2024-04-19 19.941932 0.0 2024-05-13 23.122005 0.0 1088.785477 0.159467 Long Closed
40 40 (entries/exits stock two, GEN) 364.226340 2024-05-13 23.436148 0.0 2024-06-24 23.708408 0.0 -99.164449 -0.011617 Short Closed
41 41 (entries/exits stock two, GEN) 326.053414 2024-06-24 23.638960 0.0 2024-08-12 24.169828 0.0 173.091080 0.022457 Long Closed
42 42 (entries/exits stock two, GEN) 294.277410 2024-08-12 24.113307 0.0 2024-08-23 25.262166 0.0 -338.083172 -0.047644 Short Closed
43 43 (entries/exits stock two, GEN) 280.625472 2024-08-23 25.285201 0.0 2024-09-12 25.799535 0.0 144.335011 0.020341 Long Closed
44 44 (entries/exits stock two, GEN) 272.857857 2024-09-12 25.808839 0.0 2024-09-19 26.411268 0.0 -164.377411 -0.023342 Short Closed
45 45 (entries/exits stock two, GEN) 272.891257 2024-09-19 26.410691 0.0 2024-10-01 26.731814 0.0 87.631552 0.012159 Long Closed
46 46 (entries/exits stock two, GEN) 275.352485 2024-10-01 26.729668 0.0 2024-10-11 27.270454 0.0 -148.906903 -0.020232 Short Closed
47 47 (entries/exits stock two, GEN) 278.882516 2024-10-11 27.244387 0.0 2024-10-31 28.556929 0.0 366.045112 0.048177 Long Closed
48 48 (entries/exits stock two, GEN) 271.513220 2024-10-31 28.584944 0.0 2024-11-06 28.619534 0.0 -9.391704 -0.001210 Short Closed
49 49 (entries/exits stock two, GEN) 274.883378 2024-11-06 28.639986 0.0 2024-11-20 29.082319 0.0 121.589939 0.015445 Long Open
group
Start 2023-05-18 00:00:00
End 2025-04-17 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 18029.037119
Total Return [%] 80.290371
Max Gross Exposure [%] 3467.712196
Total Fees Paid 0.0
Max Drawdown [%] 8.93485
Max Drawdown Duration 90 days 00:00:00
Profit Factor 2.078463
Expectancy 15.085103
Sharpe Ratio 2.367778
Calmar Ratio 6.312537
Omega Ratio 1.45321
Sortino Ratio 4.522648
Skew 2.169345
Kurtosis 13.408488
Tail Ratio 1.461595
Common Sense Ratio 2.285957
Value at Risk -0.011684
Alpha 0.61465
Beta -0.058393
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, FITB) 199.402875 2023-05-31 22.141899 0.0 2023-06-07 24.654137 0.0 500.947565 0.113461 Long Closed
1 1 (entries/exits, FITB) 251.094605 2023-06-07 24.749712 0.0 2023-08-07 26.109092 0.0 -341.333015 -0.054925 Short Closed
2 2 (entries/exits, FITB) 219.844043 2023-08-07 26.040557 0.0 2023-09-11 24.452135 0.0 -349.205120 -0.060998 Long Closed
3 3 (entries/exits, FITB) 257.528337 2023-09-11 24.226777 0.0 2023-10-20 22.225915 0.0 515.278670 0.082589 Short Closed
4 4 (entries/exits, FITB) 235.132078 2023-10-20 21.798542 0.0 2023-11-02 23.392312 0.0 374.746585 0.073114 Long Closed
5 5 (entries/exits, FITB) 235.408613 2023-11-02 23.532109 0.0 2023-11-09 23.333267 0.0 46.809078 0.008450 Short Closed
6 6 (entries/exits, FITB) 230.928450 2023-11-09 23.249877 0.0 2023-12-01 28.119679 0.0 1124.575751 0.209455 Long Closed
7 7 (entries/exits, FITB) 216.994742 2023-12-01 29.012354 0.0 2024-01-16 31.748134 0.0 -593.649781 -0.094297 Short Closed
8 8 (entries/exits, FITB) 170.834161 2024-01-16 31.828891 0.0 2024-02-02 32.083273 0.0 43.457042 0.007992 Long Closed
9 9 (entries/exits, FITB) 217.844348 2024-02-02 32.233844 0.0 2024-04-04 33.634457 0.0 -305.115634 -0.043452 Short Closed
10 10 (entries/exits, FITB) 175.262483 2024-04-04 33.652541 0.0 2024-04-19 34.624175 0.0 170.291030 0.028873 Long Closed
11 11 (entries/exits, FITB) 179.257997 2024-04-19 34.812750 0.0 2024-05-13 36.420970 0.0 -288.286187 -0.046196 Short Closed
12 12 (entries/exits, FITB) 195.145978 2024-05-13 36.241680 0.0 2024-06-24 35.071562 0.0 -228.343679 -0.032287 Long Closed
13 13 (entries/exits, FITB) 205.033589 2024-06-24 35.380813 0.0 2024-08-12 37.600575 0.0 -455.125623 -0.062739 Short Closed
14 14 (entries/exits, FITB) 157.000795 2024-08-12 37.573716 0.0 2024-08-23 40.534092 0.0 464.781492 0.078788 Long Closed
15 15 (entries/exits, FITB) 159.386986 2024-08-23 40.568876 0.0 2024-09-12 39.768999 0.0 127.490062 0.019717 Short Closed
16 16 (entries/exits, FITB) 149.854250 2024-09-12 39.720874 0.0 2024-09-19 42.072128 0.0 352.345422 0.059194 Long Closed
17 17 (entries/exits, FITB) 151.690092 2024-09-19 42.052877 0.0 2024-10-01 40.756723 0.0 196.613714 0.030822 Short Closed
18 18 (entries/exits, FITB) 153.117924 2024-10-01 40.736232 0.0 2024-10-11 42.618520 0.0 288.212054 0.046207 Long Closed
19 19 (entries/exits, FITB) 155.912128 2024-10-11 42.637236 0.0 2024-10-31 42.566622 0.0 11.009640 0.001656 Short Closed
20 20 (entries/exits, FITB) 155.230313 2024-10-31 42.470685 0.0 2024-11-06 45.574607 0.0 481.822738 0.073084 Long Closed
21 21 (entries/exits, FITB) 160.977922 2024-11-06 45.602697 0.0 2024-12-04 45.633769 0.0 -5.001835 -0.000681 Short Closed
22 22 (entries/exits, FITB) 178.993888 2024-12-04 45.190315 0.0 2025-01-07 42.065861 0.0 -559.258157 -0.069140 Long Closed
23 23 (entries/exits, FITB) 177.873735 2025-01-07 42.065509 0.0 2025-01-10 40.364944 0.0 302.485716 0.040427 Short Closed
24 24 (entries/exits, FITB) 185.153007 2025-01-10 40.364944 0.0 2025-01-14 42.094244 0.0 320.184971 0.042842 Long Closed
25 25 (entries/exits, FITB) 201.058076 2025-01-14 42.203582 0.0 2025-02-10 42.671675 0.0 -94.113999 -0.011091 Short Closed
26 26 (entries/exits, FITB) 226.685652 2025-02-10 41.895653 0.0 2025-04-02 39.321550 0.0 -583.512144 -0.061441 Long Closed
27 27 (entries/exits, FITB) 192.724750 2025-04-02 39.266846 0.0 2025-04-03 35.153839 0.0 792.678166 0.104745 Short Closed
28 28 (entries/exits, FITB) 260.366881 2025-04-03 34.905343 0.0 2025-04-17 33.983136 0.0 -240.112035 -0.026420 Long Open
29 29 (entries/exits stock two, GEN) 341.451079 2023-05-31 16.769847 0.0 2023-06-07 16.990110 0.0 -75.208972 -0.013134 Short Closed
30 30 (entries/exits stock two, GEN) 397.580964 2023-06-07 17.071371 0.0 2023-08-07 19.777926 0.0 1076.075015 0.158544 Long Closed
31 31 (entries/exits stock two, GEN) 383.971469 2023-08-07 20.045706 0.0 2023-09-11 18.773332 0.0 488.555327 0.063474 Short Closed
32 32 (entries/exits stock two, GEN) 403.408841 2023-09-11 18.384458 0.0 2023-10-20 16.588715 0.0 -724.418486 -0.097677 Long Closed
33 33 (entries/exits stock two, GEN) 410.380559 2023-10-20 16.463066 0.0 2023-11-02 16.508394 0.0 -18.602072 -0.002753 Short Closed
34 34 (entries/exits stock two, GEN) 394.998346 2023-11-02 16.520803 0.0 2023-11-09 18.225877 0.0 673.501685 0.103208 Long Closed
35 35 (entries/exits stock two, GEN) 388.394370 2023-11-09 18.279314 0.0 2023-12-01 21.278345 0.0 -1164.806974 -0.164067 Short Closed
36 36 (entries/exits stock two, GEN) 340.994189 2023-12-01 21.638375 0.0 2024-01-16 22.348997 0.0 242.317965 0.032841 Long Closed
37 37 (entries/exits stock two, GEN) 316.767869 2024-01-16 22.415121 0.0 2024-02-02 20.808602 0.0 508.893551 0.071671 Short Closed
38 38 (entries/exits stock two, GEN) 387.636460 2024-02-02 20.595720 0.0 2024-04-04 21.393786 0.0 309.359378 0.038749 Long Closed
39 39 (entries/exits stock two, GEN) 370.903126 2024-04-04 21.306300 0.0 2024-04-19 20.011282 0.0 480.326376 0.060781 Short Closed
40 40 (entries/exits stock two, GEN) 381.419744 2024-04-19 19.941166 0.0 2024-05-13 23.108329 0.0 1208.018641 0.158825 Long Closed
41 41 (entries/exits stock two, GEN) 401.119712 2024-05-13 23.433993 0.0 2024-06-24 23.706658 0.0 -109.371350 -0.011635 Short Closed
42 42 (entries/exits stock two, GEN) 362.367237 2024-06-24 23.643014 0.0 2024-08-12 24.174104 0.0 192.449455 0.022463 Long Closed
43 43 (entries/exits stock two, GEN) 324.297141 2024-08-12 24.112924 0.0 2024-08-23 25.263400 0.0 -373.096000 -0.047712 Short Closed
44 44 (entries/exits stock two, GEN) 311.081644 2024-08-23 25.285175 0.0 2024-09-12 25.799118 0.0 159.878423 0.020326 Long Closed
45 45 (entries/exits stock two, GEN) 301.765980 2024-09-12 25.808827 0.0 2024-09-19 26.411665 0.0 -181.916056 -0.023358 Short Closed
46 46 (entries/exits stock two, GEN) 302.853371 2024-09-19 26.410373 0.0 2024-10-01 26.731874 0.0 97.367731 0.012173 Long Closed
47 47 (entries/exits stock two, GEN) 305.235970 2024-10-01 26.729673 0.0 2024-10-11 27.270584 0.0 -165.105577 -0.020236 Short Closed
48 48 (entries/exits stock two, GEN) 310.631346 2024-10-11 27.242307 0.0 2024-10-31 28.553424 0.0 407.274027 0.048128 Long Closed
49 49 (entries/exits stock two, GEN) 300.910570 2024-10-31 28.585734 0.0 2024-11-06 28.619613 0.0 -10.194658 -0.001185 Short Closed
50 50 (entries/exits stock two, GEN) 309.319609 2024-11-06 28.660768 0.0 2024-12-04 31.201831 0.0 786.000540 0.088660 Long Closed
51 51 (entries/exits stock two, GEN) 363.117686 2024-12-04 30.712250 0.0 2025-01-07 26.704872 0.0 1455.149975 0.130481 Short Closed
52 52 (entries/exits stock two, GEN) 356.800297 2025-01-07 26.637178 0.0 2025-01-10 26.557892 0.0 -28.289462 -0.002977 Long Closed
53 53 (entries/exits stock two, GEN) 366.242274 2025-01-10 26.557432 0.0 2025-01-14 26.794840 0.0 -86.948795 -0.008939 Short Closed
54 54 (entries/exits stock two, GEN) 383.975013 2025-01-14 26.800118 0.0 2025-02-10 27.724100 0.0 354.785927 0.034477 Long Closed
55 55 (entries/exits stock two, GEN) 461.922912 2025-02-10 27.576408 0.0 2025-04-02 26.916546 0.0 304.805562 0.023929 Short Closed
56 56 (entries/exits stock two, GEN) 364.265596 2025-04-02 26.785990 0.0 2025-04-03 25.784367 0.0 -364.856855 -0.037394 Long Closed
57 57 (entries/exits stock two, GEN) 470.504392 2025-04-03 25.425184 0.0 2025-04-17 24.327596 0.0 516.420310 0.043169 Short Open
group
Start 2023-10-11 00:00:00
End 2025-09-11 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 17233.638932
Total Return [%] 72.336389
Max Gross Exposure [%] 318.47172
Total Fees Paid 0.0
Max Drawdown [%] 9.405565
Max Drawdown Duration 91 days 00:00:00
Profit Factor 2.194038
Expectancy 15.222436
Sharpe Ratio 2.092988
Calmar Ratio 5.436907
Omega Ratio 1.413622
Sortino Ratio 4.199764
Skew 2.807095
Kurtosis 18.435649
Tail Ratio 1.165545
Common Sense Ratio 1.761572
Value at Risk -0.012614
Alpha 0.600435
Beta -0.103198
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, FITB) 159.786047 2023-10-17 23.685269 0.0 2023-10-20 21.848499 0.0 293.490290 0.077549 Short Closed
1 1 (entries/exits, FITB) 180.891087 2023-10-20 21.796759 0.0 2023-11-02 23.383905 0.0 287.100611 0.072816 Long Closed
2 2 (entries/exits, FITB) 179.619901 2023-11-02 23.536123 0.0 2023-11-09 23.325250 0.0 37.877069 0.008960 Short Closed
3 3 (entries/exits, FITB) 176.859583 2023-11-09 23.250259 0.0 2023-12-01 28.059028 0.0 850.476782 0.206826 Long Closed
4 4 (entries/exits, FITB) 160.624739 2023-12-01 29.004447 0.0 2024-01-16 31.750450 0.0 -441.076112 -0.094675 Short Closed
5 5 (entries/exits, FITB) 129.397073 2024-01-16 31.832443 0.0 2024-02-02 32.090068 0.0 33.335904 0.008093 Long Closed
6 6 (entries/exits, FITB) 163.966303 2024-02-02 32.232202 0.0 2024-04-04 33.629420 0.0 -229.096704 -0.043349 Short Closed
7 7 (entries/exits, FITB) 134.917039 2024-04-04 33.646652 0.0 2024-04-19 34.623392 0.0 131.778827 0.029029 Long Closed
8 8 (entries/exits, FITB) 137.807300 2024-04-19 34.836740 0.0 2024-05-13 36.425978 0.0 -219.008560 -0.045620 Short Closed
9 9 (entries/exits, FITB) 153.959723 2024-05-13 36.215214 0.0 2024-06-24 35.078481 0.0 -175.011039 -0.031388 Long Closed
10 10 (entries/exits, FITB) 158.316572 2024-06-24 35.375931 0.0 2024-08-12 37.606207 0.0 -353.089666 -0.063045 Short Closed
11 11 (entries/exits, FITB) 122.927237 2024-08-12 37.576675 0.0 2024-08-23 40.521911 0.0 362.049765 0.078379 Long Closed
12 12 (entries/exits, FITB) 122.999848 2024-08-23 40.573751 0.0 2024-09-12 39.768146 0.0 99.089287 0.019855 Short Closed
13 13 (entries/exits, FITB) 116.004566 2024-09-12 39.721130 0.0 2024-09-19 42.068458 0.0 272.300820 0.059095 Long Closed
14 14 (entries/exits, FITB) 116.572560 2024-09-19 42.055484 0.0 2024-10-01 40.754813 0.0 151.622543 0.030927 Short Closed
15 15 (entries/exits, FITB) 117.878710 2024-10-01 40.736324 0.0 2024-10-11 42.613114 0.0 221.233586 0.046072 Long Closed
16 16 (entries/exits, FITB) 118.477637 2024-10-11 42.636855 0.0 2024-10-31 42.563770 0.0 8.658903 0.001714 Short Closed
17 17 (entries/exits, FITB) 119.591051 2024-10-31 42.466460 0.0 2024-11-06 45.570080 0.0 371.165192 0.073084 Long Closed
18 18 (entries/exits, FITB) 122.692444 2024-11-06 45.602929 0.0 2024-12-04 45.628874 0.0 -3.183289 -0.000569 Short Closed
19 19 (entries/exits, FITB) 140.287289 2024-12-04 45.143379 0.0 2025-01-07 42.064992 0.0 -431.858589 -0.068191 Long Closed
20 20 (entries/exits, FITB) 138.948189 2025-01-07 42.065670 0.0 2025-01-10 40.364944 0.0 236.312757 0.040430 Short Closed
21 21 (entries/exits, FITB) 144.247613 2025-01-10 40.364944 0.0 2025-01-14 42.093220 0.0 249.299659 0.042816 Long Closed
22 22 (entries/exits, FITB) 155.578210 2025-01-14 42.202068 0.0 2025-02-10 42.666274 0.0 -72.220250 -0.011000 Short Closed
23 23 (entries/exits, FITB) 181.235302 2025-02-10 41.829405 0.0 2025-04-02 39.326110 0.0 -453.685537 -0.059845 Long Closed
24 24 (entries/exits, FITB) 151.234753 2025-04-02 39.266846 0.0 2025-04-03 35.153839 0.0 622.029535 0.104745 Short Closed
25 25 (entries/exits, FITB) 214.722719 2025-04-03 34.820388 0.0 2025-05-02 36.414795 0.0 342.355503 0.045789 Long Closed
26 26 (entries/exits, FITB) 169.884492 2025-05-02 36.758942 0.0 2025-05-07 36.388575 0.0 62.919560 0.010076 Short Closed
27 27 (entries/exits, FITB) 196.464631 2025-05-07 36.574171 0.0 2025-06-23 39.566732 0.0 587.932512 0.081822 Long Closed
28 28 (entries/exits, FITB) 184.465208 2025-06-23 40.130324 0.0 2025-08-08 41.789015 0.0 -305.970699 -0.041333 Short Closed
29 29 (entries/exits, FITB) 162.574582 2025-08-08 41.653287 0.0 2025-08-22 44.651336 0.0 487.406657 0.071976 Long Closed
30 30 (entries/exits, FITB) 154.828874 2025-08-22 44.818817 0.0 2025-09-11 45.298262 0.0 -74.231908 -0.010697 Short Open
31 31 (entries/exits stock two, GEN) 376.604160 2023-10-17 17.022635 0.0 2023-10-20 16.504450 0.0 -195.150582 -0.030441 Long Closed
32 32 (entries/exits stock two, GEN) 422.814750 2023-10-20 16.460119 0.0 2023-11-02 16.506211 0.0 -19.488337 -0.002800 Short Closed
33 33 (entries/exits stock two, GEN) 401.617900 2023-11-02 16.519777 0.0 2023-11-09 18.233565 0.0 688.288073 0.103742 Long Closed
34 34 (entries/exits stock two, GEN) 398.224743 2023-11-09 18.277362 0.0 2023-12-01 21.243626 0.0 -1181.239713 -0.162292 Short Closed
35 35 (entries/exits stock two, GEN) 336.550916 2023-12-01 21.635677 0.0 2024-01-16 22.356997 0.0 242.760912 0.033339 Long Closed
36 36 (entries/exits stock two, GEN) 320.865900 2024-01-16 22.416344 0.0 2024-02-02 20.823890 0.0 510.964232 0.071040 Short Closed
37 37 (entries/exits stock two, GEN) 384.971690 2024-02-02 20.588817 0.0 2024-04-04 21.401137 0.0 312.720382 0.039454 Long Closed
38 38 (entries/exits stock two, GEN) 381.916407 2024-04-04 21.299713 0.0 2024-04-19 20.014211 0.0 490.954103 0.060353 Short Closed
39 39 (entries/exits stock two, GEN) 387.946925 2024-04-19 19.943372 0.0 2024-05-13 23.147691 0.0 1243.105895 0.160671 Long Closed
40 40 (entries/exits stock two, GEN) 421.742999 2024-05-13 23.440289 0.0 2024-06-24 23.711737 0.0 -114.481159 -0.011580 Short Closed
41 41 (entries/exits stock two, GEN) 371.011055 2024-06-24 23.631172 0.0 2024-08-12 24.161642 0.0 196.810271 0.022448 Long Closed
42 42 (entries/exits stock two, GEN) 340.227792 2024-08-12 24.114016 0.0 2024-08-23 25.259872 0.0 -389.852055 -0.047518 Short Closed
43 43 (entries/exits stock two, GEN) 320.889993 2024-08-23 25.285250 0.0 2024-09-12 25.800313 0.0 165.278472 0.020370 Long Closed
44 44 (entries/exits stock two, GEN) 313.371553 2024-09-12 25.808862 0.0 2024-09-19 26.410528 0.0 -188.545071 -0.023312 Short Closed
45 45 (entries/exits stock two, GEN) 311.383579 2024-09-19 26.411287 0.0 2024-10-01 26.731701 0.0 99.771555 0.012132 Long Closed
46 46 (entries/exits stock two, GEN) 314.861028 2024-10-01 26.729658 0.0 2024-10-11 27.270212 0.0 -170.199377 -0.020223 Short Closed
47 47 (entries/exits stock two, GEN) 316.056387 2024-10-11 27.248298 0.0 2024-10-31 28.563507 0.0 415.680378 0.048268 Long Closed
48 48 (entries/exits stock two, GEN) 310.596464 2024-10-31 28.583477 0.0 2024-11-06 28.619386 0.0 -11.153280 -0.001256 Short Closed
49 49 (entries/exits stock two, GEN) 314.927005 2024-11-06 28.655809 0.0 2024-12-04 31.216569 0.0 806.452366 0.089363 Long Closed
50 50 (entries/exits stock two, GEN) 380.555239 2024-12-04 30.670077 0.0 2025-01-07 26.704375 0.0 1509.168588 0.129302 Short Closed
51 51 (entries/exits stock two, GEN) 373.641875 2025-01-07 26.637130 0.0 2025-01-10 26.557892 0.0 -29.606574 -0.002975 Long Closed
52 52 (entries/exits stock two, GEN) 382.157358 2025-01-10 26.557476 0.0 2025-01-14 26.794840 0.0 -90.710225 -0.008938 Short Closed
53 53 (entries/exits stock two, GEN) 396.387849 2025-01-14 26.799322 0.0 2025-02-10 27.729951 0.0 368.890190 0.034726 Long Closed
54 54 (entries/exits stock two, GEN) 492.053493 2025-02-10 27.561393 0.0 2025-04-02 26.921569 0.0 314.827953 0.023215 Short Closed
55 55 (entries/exits stock two, GEN) 383.196501 2025-04-02 26.785990 0.0 2025-04-03 25.784367 0.0 -383.818488 -0.037394 Long Closed
56 56 (entries/exits stock two, GEN) 530.031020 2025-04-03 25.306562 0.0 2025-05-02 25.531763 0.0 -119.363477 -0.008899 Short Closed
57 57 (entries/exits stock two, GEN) 413.640641 2025-05-02 25.713399 0.0 2025-05-07 27.609106 0.0 784.141564 0.073724 Long Closed
58 58 (entries/exits stock two, GEN) 477.990922 2025-05-07 27.759226 0.0 2025-06-23 28.725886 0.0 -462.054601 -0.034823 Short Closed
59 59 (entries/exits stock two, GEN) 423.658104 2025-06-23 28.735298 0.0 2025-08-08 30.273154 0.0 651.525109 0.053518 Long Closed
60 60 (entries/exits stock two, GEN) 394.393157 2025-08-08 30.377633 0.0 2025-08-22 31.570987 0.0 -470.650553 -0.039284 Short Closed
61 61 (entries/exits stock two, GEN) 375.042627 2025-08-22 31.519609 0.0 2025-09-11 29.676109 0.0 -691.391026 -0.058487 Long Open